+139.0%
SN vs LH
+48.9%
+90.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | +7.6% | +4.8% | +2.8% | +4.8% |
| 30D | +22.4% | +18.8% | +3.6% | +10.9% |
| 3M | +21.7% | +15.7% | +6.0% | +12.0% |
| 6M | +102.8% | +46.7% | +56.2% | +64.3% |
| YTD | +102.4% | +48.9% | +53.5% | +61.0% |
| 1Y | +139.0% | +43.5% | +95.5% | +93.4% |
| All | +139.0% | +48.9% | +90.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling